------------------------------------------------------------------------------------------------------------------------------------
      name:  <unnamed>
       log:  C:\Users\agnolin\OneDrive - Università Commerciale Luigi Bocconi\CPS paper\Text-Tables\Paper\Submissions\CPS\Final_Resu
> bmission\Replication_Folder\replication_obs_evidence_evs_logfile.log
  log type:  text
 opened on:   4 Jun 2024, 16:11:46

. 
. * Import data
. 
. use ".\replication_observational_evidence_evs", replace

. 
. 
. *** FIGURE 1
. 
. ** To reproduce figure 1, run the R code figure1_evs.
. 
. 
. 
. *** APPENDIX
. 
. *** Regressions Cultural attitudes on import shock, as in Table D2
. 
. ** Table D2, column 1. Dependent variable: Strong leader
. 
. ivreg2 strong_ldr (import_shock=instrument_shock) female age CY* EDU* [pweight=S017], first savefirst   
(sum of wgt is     4.7040e+04)
Warning - collinearities detected
Vars dropped:       CY1 CY4 CY8 CY9 CY14 CY19 CY23 CY27 CY34 CY36 CY40 CY41
                    CY45 CY48 CY51 EDU4

Stored estimation results
-------------------------
-----------------------------------------------------------------------------------
             |           Dependent  Number of        
        Name | Command    variable     param.  Title 
-------------+---------------------------------------------------------------------
_ivreg2_im~k | ivreg2    import_shock      59  First-stage regression: import_shock
-----------------------------------------------------------------------------------

First-stage regressions
-----------------------


First-stage regression of import_shock:

Statistics robust to heteroskedasticity
Number of obs =                  46867
----------------------------------------------------------------------------------
                 |               Robust
    import_shock | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
-----------------+----------------------------------------------------------------
instrument_shock |   .0926321   .0018611    49.77   0.000     .0889843    .0962799
          female |  -.0013186   .0015257    -0.86   0.387     -.004309    .0016719
             age |   -.000032   .0000469    -0.68   0.495     -.000124    .0000599
             CY1 |          0  (omitted)
             CY2 |   .1550203   .0083439    18.58   0.000     .1386661    .1713745
             CY3 |  -.2251379   .0069629   -32.33   0.000    -.2387852   -.2114905
             CY4 |          0  (omitted)
             CY5 |   .2246472   .0083028    27.06   0.000     .2083737    .2409208
             CY6 |   .5049521   .0043044   117.31   0.000     .4965153    .5133888
             CY7 |  -.1570561   .0055971   -28.06   0.000    -.1680264   -.1460858
             CY8 |          0  (omitted)
             CY9 |          0  (omitted)
            CY10 |   .4144954   .0116564    35.56   0.000     .3916487    .4373422
            CY11 |   .3950264   .0114572    34.48   0.000     .3725702    .4174826
            CY12 |   .5091108   .0106513    47.80   0.000      .488234    .5299875
            CY13 |   .5865087   .0106094    55.28   0.000     .5657142    .6073032
            CY14 |          0  (omitted)
            CY15 |   .3765385   .0110073    34.21   0.000      .354964    .3981131
            CY16 |   .3776859   .0108654    34.76   0.000     .3563897    .3989822
            CY17 |   .3939701   .0107084    36.79   0.000     .3729815    .4149586
            CY18 |   .3765671   .0085364    44.11   0.000     .3598357    .3932986
            CY19 |          0  (omitted)
            CY20 |   .1073013    .006464    16.60   0.000     .0946319    .1199708
            CY21 |  -.6249333   .0137449   -45.47   0.000    -.6518735    -.597993
            CY22 |  -.1026644   .0120684    -8.51   0.000    -.1263186   -.0790102
            CY23 |          0  (omitted)
            CY24 |    .400416     .01142    35.06   0.000     .3780326    .4227994
            CY25 |   .4188699   .0101115    41.42   0.000     .3990511    .4386886
            CY26 |   .3548717   .0099515    35.66   0.000     .3353666    .3743768
            CY27 |          0  (omitted)
            CY28 |   .4417121   .0112588    39.23   0.000     .4196446    .4637796
            CY29 |   .4247029    .011346    37.43   0.000     .4024646    .4469412
            CY30 |   .4269988   .0099007    43.13   0.000     .4075933    .4464043
            CY31 |   .4554043   .0099592    45.73   0.000     .4358841    .4749245
            CY32 |    .223084   .0079768    27.97   0.000     .2074493    .2387187
            CY33 |  -.1988943   .0068065   -29.22   0.000    -.2122353   -.1855534
            CY34 |          0  (omitted)
            CY35 |   -1.29788   .0259698   -49.98   0.000    -1.348781   -1.246979
            CY36 |          0  (omitted)
            CY37 |   .3907979   .0113479    34.44   0.000     .3685559      .41304
            CY38 |   .3858654   .0099935    38.61   0.000     .3662779    .4054529
            CY39 |   .4519776   .0101725    44.43   0.000     .4320393     .471916
            CY40 |          0  (omitted)
            CY41 |          0  (omitted)
            CY42 |   .4640843   .0090341    51.37   0.000     .4463772    .4817913
            CY43 |    1.49242   .0230281    64.81   0.000     1.447285    1.537555
            CY44 |   1.236338   .0141385    87.44   0.000     1.208626     1.26405
            CY45 |          0  (omitted)
            CY46 |   .2859169   .0097563    29.31   0.000     .2667945    .3050393
            CY47 |   .0081535   .0069046     1.18   0.238    -.0053797    .0216866
            CY48 |          0  (omitted)
            CY49 |   .2721935   .0089393    30.45   0.000     .2546724    .2897146
            CY50 |  -.0565654   .0056112   -10.08   0.000    -.0675635   -.0455674
            CY51 |          0  (omitted)
            EDU1 |  -.0010378   .0050083    -0.21   0.836    -.0108543    .0087786
            EDU2 |   .0083484   .0023082     3.62   0.000     .0038242    .0128726
            EDU3 |   .0033987   .0021339     1.59   0.111    -.0007838    .0075812
            EDU4 |          0  (omitted)
           _cons |  -.4071078   .0119626   -34.03   0.000    -.4305546    -.383661
----------------------------------------------------------------------------------
F test of excluded instruments:
  F(  1, 46824) =  2477.28
  Prob > F      =   0.0000
Sanderson-Windmeijer multivariate F test of excluded instruments:
  F(  1, 46824) =  2477.28
  Prob > F      =   0.0000



Summary results for first-stage regressions
-------------------------------------------

                                           (Underid)            (Weak id)
Variable     | F(  1, 46824)  P-val | SW Chi-sq(  1) P-val | SW F(  1, 46824)
import_shock |    2477.28    0.0000 |     2479.56   0.0000 |     2477.28

NB: first-stage test statistics heteroskedasticity-robust

Stock-Yogo weak ID F test critical values for single endogenous regressor:
                                   10% maximal IV size             16.38
                                   15% maximal IV size              8.96
                                   20% maximal IV size              6.66
                                   25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for i.i.d. errors only.

Underidentification test
Ho: matrix of reduced form coefficients has rank=K1-1 (underidentified)
Ha: matrix has rank=K1 (identified)
Kleibergen-Paap rk LM statistic          Chi-sq(1)=1601.72  P-val=0.0000

Weak identification test
Ho: equation is weakly identified
Cragg-Donald Wald F statistic                                   27025.95
Kleibergen-Paap Wald rk F statistic                              2477.28

Stock-Yogo weak ID test critical values for K1=1 and L1=1:
                                   10% maximal IV size             16.38
                                   15% maximal IV size              8.96
                                   20% maximal IV size              6.66
                                   25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.

Weak-instrument-robust inference
Tests of joint significance of endogenous regressors B1 in main equation
Ho: B1=0 and orthogonality conditions are valid
Anderson-Rubin Wald test           F(1,46824)=    54.81     P-val=0.0000
Anderson-Rubin Wald test           Chi-sq(1)=     54.86     P-val=0.0000
Stock-Wright LM S statistic        Chi-sq(1)=     54.59     P-val=0.0000

NB: Underidentification, weak identification and weak-identification-robust
    test statistics heteroskedasticity-robust

Number of observations               N  =      46867
Number of regressors                 K  =         43
Number of endogenous regressors      K1 =          1
Number of instruments                L  =         43
Number of excluded instruments       L1 =          1

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity

                                                      Number of obs =    46867
                                                      F( 42, 46824) =   121.79
                                                      Prob > F      =   0.0000
Total (centered) SS     =   40171.3368                Centered R2   =   0.0983
Total (uncentered) SS   =  195106.0264                Uncentered R2 =   0.8143
Residual SS             =  36222.38552                Root MSE      =    .8791

------------------------------------------------------------------------------
             |               Robust
  strong_ldr | Coefficient  std. err.      z    P>|z|     [95% conf. interval]
-------------+----------------------------------------------------------------
import_shock |   .2829902   .0389168     7.27   0.000     .2067146    .3592658
      female |  -.0193174   .0087633    -2.20   0.027    -.0364932   -.0021417
         age |    .000768   .0002845     2.70   0.007     .0002104    .0013255
         CY1 |          0  (omitted)
         CY2 |  -.0279266   .0366544    -0.76   0.446    -.0997678    .0439146
         CY3 |   .1235868   .0365447     3.38   0.001     .0519605    .1952131
         CY4 |          0  (omitted)
         CY5 |   .4933514   .0369466    13.35   0.000     .4209374    .5657655
         CY6 |   .4497635    .042614    10.55   0.000     .3662416    .5332853
         CY7 |   .3483589   .0374987     9.29   0.000     .2748628     .421855
         CY8 |          0  (omitted)
         CY9 |          0  (omitted)
        CY10 |  -.0068416   .0318559    -0.21   0.830    -.0692781    .0555949
        CY11 |  -.0573301   .0364584    -1.57   0.116    -.1287873     .014127
        CY12 |  -.0032527   .0347012    -0.09   0.925    -.0712657    .0647603
        CY13 |   .0576373   .0362116     1.59   0.111    -.0133361    .1286108
        CY14 |          0  (omitted)
        CY15 |   .4239324   .0381837    11.10   0.000     .3490938     .498771
        CY16 |   .3093318   .0380284     8.13   0.000     .2347975    .3838661
        CY17 |   .3421975   .0355001     9.64   0.000     .2726185    .4117765
        CY18 |   .2204732   .0324295     6.80   0.000     .1569125    .2840339
        CY19 |          0  (omitted)
        CY20 |   .3671777   .0401423     9.15   0.000     .2885003    .4458551
        CY21 |   .2711047   .0378626     7.16   0.000     .1968954    .3453141
        CY22 |   .0379526   .0427316     0.89   0.374    -.0457998     .121705
        CY23 |          0  (omitted)
        CY24 |   .4649671    .039364    11.81   0.000     .3878151    .5421192
        CY25 |   .4624564   .0410742    11.26   0.000     .3819524    .5429605
        CY26 |   .3595165   .0356294    10.09   0.000     .2896841    .4293488
        CY27 |          0  (omitted)
        CY28 |   .1902971   .0423833     4.49   0.000     .1072274    .2733667
        CY29 |   .2398216   .0464864     5.16   0.000     .1487098    .3309334
        CY30 |   .3356367   .0439475     7.64   0.000     .2495011    .4217723
        CY31 |   .3177213   .0369997     8.59   0.000     .2452032    .3902394
        CY32 |  -.0887739   .0344637    -2.58   0.010    -.1563214   -.0212263
        CY33 |  -.2436893   .0326453    -7.46   0.000    -.3076729   -.1797057
        CY34 |          0  (omitted)
        CY35 |   .4295955   .0464432     9.25   0.000     .3385685    .5206226
        CY36 |          0  (omitted)
        CY37 |   .0461976   .0329315     1.40   0.161     -.018347    .1107422
        CY38 |   .0556152   .0372799     1.49   0.136     -.017452    .1286824
        CY39 |  -.0012248   .0351533    -0.03   0.972    -.0701239    .0676743
        CY40 |          0  (omitted)
        CY41 |          0  (omitted)
        CY42 |   .3559078   .0389701     9.13   0.000     .2795278    .4322877
        CY43 |   .1660125   .0727447     2.28   0.022     .0234356    .3085894
        CY44 |   .2342262   .0591445     3.96   0.000      .118305    .3501474
        CY45 |          0  (omitted)
        CY46 |   .5758763    .045942    12.53   0.000     .4858316     .665921
        CY47 |   .8341976    .042074    19.83   0.000      .751734    .9166611
        CY48 |          0  (omitted)
        CY49 |   .2281745   .0386576     5.90   0.000      .152407     .303942
        CY50 |   .1607826   .0381842     4.21   0.000     .0859429    .2356222
        CY51 |          0  (omitted)
        EDU1 |   .3234445   .0416856     7.76   0.000     .2417422    .4051467
        EDU2 |   .4061281   .0125738    32.30   0.000      .381484    .4307723
        EDU3 |   .2190092    .010931    20.04   0.000     .1975847    .2404336
        EDU4 |          0  (omitted)
       _cons |   1.297037    .030693    42.26   0.000      1.23688    1.357194
------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):           1601.716
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):              2.7e+04
                         (Kleibergen-Paap rk Wald F statistic):       2477.280
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         import_shock
Included instruments: female age CY2 CY3 CY5 CY6 CY7 CY10 CY11 CY12 CY13 CY15
                      CY16 CY17 CY18 CY20 CY21 CY22 CY24 CY25 CY26 CY28 CY29
                      CY30 CY31 CY32 CY33 CY35 CY37 CY38 CY39 CY42 CY43 CY44
                      CY46 CY47 CY49 CY50 EDU1 EDU2 EDU3
Excluded instruments: instrument_shock
Dropped collinear:    CY1 CY4 CY8 CY9 CY14 CY19 CY23 CY27 CY34 CY36 CY40 CY41
                      CY45 CY48 CY51 EDU4
------------------------------------------------------------------------------

. 
. ** Table D2, column 2. Dependent variable: Democracy
. 
. ivreg2 dmcrcy_ps (import_shock=instrument_shock) female age CY* EDU* [pweight=S017], first savefirst    
(sum of wgt is     4.7286e+04)
Warning - collinearities detected
Vars dropped:       CY1 CY4 CY8 CY9 CY14 CY19 CY23 CY27 CY28 CY34 CY36 CY40
                    CY41 CY45 CY48 CY51 EDU4

Stored estimation results
-------------------------
-----------------------------------------------------------------------------------
             |           Dependent  Number of        
        Name | Command    variable     param.  Title 
-------------+---------------------------------------------------------------------
_ivreg2_im~k | ivreg2    import_shock      59  First-stage regression: import_shock
-----------------------------------------------------------------------------------

First-stage regressions
-----------------------


First-stage regression of import_shock:

Statistics robust to heteroskedasticity
Number of obs =                  47104
----------------------------------------------------------------------------------
                 |               Robust
    import_shock | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
-----------------+----------------------------------------------------------------
instrument_shock |   .0924363    .001854    49.86   0.000     .0888024    .0960702
          female |  -.0009177    .001539    -0.60   0.551    -.0039342    .0020988
             age |  -.0000178   .0000477    -0.37   0.709    -.0001112    .0000757
             CY1 |          0  (omitted)
             CY2 |   .1534673   .0082657    18.57   0.000     .1372663    .1696683
             CY3 |  -.2242271   .0068911   -32.54   0.000    -.2377336   -.2107205
             CY4 |          0  (omitted)
             CY5 |   .2244911   .0082506    27.21   0.000     .2083198    .2406624
             CY6 |   .5048031   .0042138   119.80   0.000      .496544    .5130621
             CY7 |  -.1608172   .0054182   -29.68   0.000    -.1714369   -.1501974
             CY8 |          0  (omitted)
             CY9 |          0  (omitted)
            CY10 |   .4132995   .0115896    35.66   0.000     .3905837    .4360154
            CY11 |   .3939765   .0113919    34.58   0.000     .3716481    .4163049
            CY12 |   .5089293   .0105773    48.12   0.000     .4881976    .5296609
            CY13 |   .5859663   .0105344    55.62   0.000     .5653187    .6066138
            CY14 |          0  (omitted)
            CY15 |   .3759662   .0109565    34.31   0.000     .3544912    .3974411
            CY16 |   .3767589    .010803    34.88   0.000     .3555848     .397933
            CY17 |    .393235    .010664    36.87   0.000     .3723333    .4141366
            CY18 |   .3763279   .0085506    44.01   0.000     .3595687    .3930872
            CY19 |          0  (omitted)
            CY20 |   .1061484   .0063888    16.61   0.000     .0936264    .1186705
            CY21 |  -.6235751   .0136651   -45.63   0.000    -.6503588   -.5967913
            CY22 |  -.0986486   .0120065    -8.22   0.000    -.1221815   -.0751157
            CY23 |          0  (omitted)
            CY24 |   .3995356   .0113568    35.18   0.000     .3772761     .421795
            CY25 |   .4180244   .0100495    41.60   0.000     .3983271    .4377216
            CY26 |   .3538163   .0098865    35.79   0.000     .3344387    .3731939
            CY27 |          0  (omitted)
            CY28 |          0  (omitted)
            CY29 |   .4235748   .0112858    37.53   0.000     .4014545    .4456951
            CY30 |   .4258522   .0098317    43.31   0.000      .406582    .4451224
            CY31 |    .454527   .0099058    45.89   0.000     .4351116    .4739425
            CY32 |   .2220896   .0079056    28.09   0.000     .2065944    .2375847
            CY33 |  -.1998809    .006734   -29.68   0.000    -.2130797   -.1866821
            CY34 |          0  (omitted)
            CY35 |  -1.290192    .025721   -50.16   0.000    -1.340605   -1.239778
            CY36 |          0  (omitted)
            CY37 |   .3897474   .0112841    34.54   0.000     .3676303    .4118645
            CY38 |   .3848774   .0099405    38.72   0.000      .365394    .4043608
            CY39 |    .451206   .0101029    44.66   0.000     .4314042    .4710078
            CY40 |          0  (omitted)
            CY41 |          0  (omitted)
            CY42 |   .4626662   .0089861    51.49   0.000     .4450533    .4802791
            CY43 |   1.489007   .0228727    65.10   0.000     1.444176    1.533838
            CY44 |   1.233747   .0142033    86.86   0.000     1.205909    1.261586
            CY45 |          0  (omitted)
            CY46 |   .2864161   .0097211    29.46   0.000     .2673626    .3054695
            CY47 |   .0077979   .0066671     1.17   0.242    -.0052697    .0208654
            CY48 |          0  (omitted)
            CY49 |   .2709925   .0088657    30.57   0.000     .2536157    .2883693
            CY50 |  -.0565503   .0055258   -10.23   0.000     -.067381   -.0457196
            CY51 |          0  (omitted)
            EDU1 |  -.0037915    .005868    -0.65   0.518    -.0152928    .0077098
            EDU2 |   .0075472    .002316     3.26   0.001     .0030079    .0120866
            EDU3 |   .0036169   .0021531     1.68   0.093    -.0006031     .007837
            EDU4 |          0  (omitted)
           _cons |  -.4065617   .0119034   -34.16   0.000    -.4298925   -.3832308
----------------------------------------------------------------------------------
F test of excluded instruments:
  F(  1, 47062) =  2485.69
  Prob > F      =   0.0000
Sanderson-Windmeijer multivariate F test of excluded instruments:
  F(  1, 47062) =  2485.69
  Prob > F      =   0.0000



Summary results for first-stage regressions
-------------------------------------------

                                           (Underid)            (Weak id)
Variable     | F(  1, 47062)  P-val | SW Chi-sq(  1) P-val | SW F(  1, 47062)
import_shock |    2485.69    0.0000 |     2487.91   0.0000 |     2485.69

NB: first-stage test statistics heteroskedasticity-robust

Stock-Yogo weak ID F test critical values for single endogenous regressor:
                                   10% maximal IV size             16.38
                                   15% maximal IV size              8.96
                                   20% maximal IV size              6.66
                                   25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for i.i.d. errors only.

Underidentification test
Ho: matrix of reduced form coefficients has rank=K1-1 (underidentified)
Ha: matrix has rank=K1 (identified)
Kleibergen-Paap rk LM statistic          Chi-sq(1)=1607.04  P-val=0.0000

Weak identification test
Ho: equation is weakly identified
Cragg-Donald Wald F statistic                                   27094.18
Kleibergen-Paap Wald rk F statistic                              2485.69

Stock-Yogo weak ID test critical values for K1=1 and L1=1:
                                   10% maximal IV size             16.38
                                   15% maximal IV size              8.96
                                   20% maximal IV size              6.66
                                   25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.

Weak-instrument-robust inference
Tests of joint significance of endogenous regressors B1 in main equation
Ho: B1=0 and orthogonality conditions are valid
Anderson-Rubin Wald test           F(1,47062)=    70.48     P-val=0.0000
Anderson-Rubin Wald test           Chi-sq(1)=     70.54     P-val=0.0000
Stock-Wright LM S statistic        Chi-sq(1)=     70.77     P-val=0.0000

NB: Underidentification, weak identification and weak-identification-robust
    test statistics heteroskedasticity-robust

Number of observations               N  =      47104
Number of regressors                 K  =         42
Number of endogenous regressors      K1 =          1
Number of instruments                L  =         42
Number of excluded instruments       L1 =          1

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity

                                                      Number of obs =    47104
                                                      F( 41, 47062) =    83.09
                                                      Prob > F      =   0.0000
Total (centered) SS     =   21038.0086                Centered R2   =   0.0685
Total (uncentered) SS   =  133785.0807                Uncentered R2 =   0.8535
Residual SS             =  19596.48378                Root MSE      =     .645

------------------------------------------------------------------------------
             |               Robust
   dmcrcy_ps | Coefficient  std. err.      z    P>|z|     [95% conf. interval]
-------------+----------------------------------------------------------------
import_shock |   .2260395   .0271217     8.33   0.000     .1728819    .2791971
      female |   .0420052   .0064119     6.55   0.000     .0294381    .0545723
         age |  -.0024295   .0002063   -11.78   0.000    -.0028339   -.0020251
         CY1 |          0  (omitted)
         CY2 |  -.0104261   .0274582    -0.38   0.704    -.0642431    .0433909
         CY3 |   .1650046    .028736     5.74   0.000      .108683    .2213261
         CY4 |          0  (omitted)
         CY5 |   .3055268   .0284285    10.75   0.000      .249808    .3612456
         CY6 |   .1743141   .0300813     5.79   0.000     .1153559    .2332723
         CY7 |   .0818154   .0266588     3.07   0.002     .0295651    .1340658
         CY8 |          0  (omitted)
         CY9 |          0  (omitted)
        CY10 |   .1769094   .0246986     7.16   0.000     .1285011    .2253177
        CY11 |    .075484   .0277156     2.72   0.006     .0211623    .1298057
        CY12 |   .0677392   .0262178     2.58   0.010     .0163532    .1191252
        CY13 |   .2246157   .0279399     8.04   0.000     .1698545     .279377
        CY14 |          0  (omitted)
        CY15 |   .1898169   .0285855     6.64   0.000     .1337904    .2458433
        CY16 |   .1649948    .029069     5.68   0.000     .1080207     .221969
        CY17 |   .0788935   .0283963     2.78   0.005     .0232378    .1345492
        CY18 |   .0215552    .024045     0.90   0.370    -.0255721    .0686824
        CY19 |          0  (omitted)
        CY20 |   .2900706   .0325854     8.90   0.000     .2262045    .3539367
        CY21 |   .3195421   .0296704    10.77   0.000     .2613892     .377695
        CY22 |   .2611017   .0327598     7.97   0.000     .1968938    .3253096
        CY23 |          0  (omitted)
        CY24 |     .20751   .0293874     7.06   0.000     .1499117    .2651083
        CY25 |   .2174094   .0307899     7.06   0.000     .1570623    .2777564
        CY26 |   .2374102   .0273685     8.67   0.000     .1837689    .2910516
        CY27 |          0  (omitted)
        CY28 |          0  (omitted)
        CY29 |   .2804281   .0374701     7.48   0.000      .206988    .3538682
        CY30 |   .1723673    .033279     5.18   0.000     .1071417    .2375928
        CY31 |   .2960883   .0302583     9.79   0.000     .2367832    .3553934
        CY32 |  -.1340897   .0257159    -5.21   0.000     -.184492   -.0836875
        CY33 |  -.0964524   .0263174    -3.66   0.000    -.1480335   -.0448713
        CY34 |          0  (omitted)
        CY35 |   .4111383   .0374626    10.97   0.000     .3377129    .4845636
        CY36 |          0  (omitted)
        CY37 |   .0633777   .0249597     2.54   0.011     .0144577    .1122978
        CY38 |   .0255357   .0280553     0.91   0.363    -.0294516    .0805231
        CY39 |  -.0213047   .0257643    -0.83   0.408    -.0718018    .0291924
        CY40 |          0  (omitted)
        CY41 |          0  (omitted)
        CY42 |   .1540897   .0279046     5.52   0.000     .0993976    .2087817
        CY43 |  -.0887652   .0505874    -1.75   0.079    -.1879147    .0103844
        CY44 |   .0650343     .04275     1.52   0.128    -.0187542    .1488227
        CY45 |          0  (omitted)
        CY46 |    .241539   .0356653     6.77   0.000     .1716362    .3114417
        CY47 |   .3133801   .0306289    10.23   0.000     .2533485    .3734116
        CY48 |          0  (omitted)
        CY49 |  -.0497857   .0266018    -1.87   0.061    -.1019242    .0023528
        CY50 |  -.0808029   .0263122    -3.07   0.002    -.1323738    -.029232
        CY51 |          0  (omitted)
        EDU1 |   .2311785   .0333263     6.94   0.000     .1658601    .2964969
        EDU2 |   .2876533   .0090897    31.65   0.000     .2698379    .3054687
        EDU3 |   .1619391   .0078792    20.55   0.000      .146496    .1773821
        EDU4 |          0  (omitted)
       _cons |   1.299283   .0237103    54.80   0.000     1.252812    1.345755
------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):           1607.037
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):              2.7e+04
                         (Kleibergen-Paap rk Wald F statistic):       2485.693
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         import_shock
Included instruments: female age CY2 CY3 CY5 CY6 CY7 CY10 CY11 CY12 CY13 CY15
                      CY16 CY17 CY18 CY20 CY21 CY22 CY24 CY25 CY26 CY29 CY30
                      CY31 CY32 CY33 CY35 CY37 CY38 CY39 CY42 CY43 CY44 CY46
                      CY47 CY49 CY50 EDU1 EDU2 EDU3
Excluded instruments: instrument_shock
Dropped collinear:    CY1 CY4 CY8 CY9 CY14 CY19 CY23 CY27 CY28 CY34 CY36 CY40
                      CY41 CY45 CY48 CY51 EDU4
------------------------------------------------------------------------------

. 
. 
. ** Table D2, column 3. Dependent variable: Democratic index
. 
. ivreg2 antidem (import_shock=instrument_shock) female age CY* EDU* [pweight=S017], first savefirst      
(sum of wgt is     4.5048e+04)
Warning - collinearities detected
Vars dropped:       CY1 CY4 CY8 CY9 CY14 CY19 CY23 CY27 CY28 CY34 CY36 CY40
                    CY41 CY45 CY48 CY51 EDU4

Stored estimation results
-------------------------
-----------------------------------------------------------------------------------
             |           Dependent  Number of        
        Name | Command    variable     param.  Title 
-------------+---------------------------------------------------------------------
_ivreg2_im~k | ivreg2    import_shock      59  First-stage regression: import_shock
-----------------------------------------------------------------------------------

First-stage regressions
-----------------------


First-stage regression of import_shock:

Statistics robust to heteroskedasticity
Number of obs =                  44805
----------------------------------------------------------------------------------
                 |               Robust
    import_shock | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
-----------------+----------------------------------------------------------------
instrument_shock |   .0924953    .001889    48.97   0.000     .0887929    .0961977
          female |  -.0010026   .0015708    -0.64   0.523    -.0040814    .0020761
             age |  -.0000259    .000049    -0.53   0.597     -.000122    .0000701
             CY1 |          0  (omitted)
             CY2 |   .1537386    .008445    18.20   0.000     .1371862    .1702909
             CY3 |  -.2245042   .0070646   -31.78   0.000     -.238351   -.2106574
             CY4 |          0  (omitted)
             CY5 |   .2242815   .0084372    26.58   0.000     .2077444    .2408186
             CY6 |   .5042306   .0043718   115.34   0.000     .4956618    .5127994
             CY7 |  -.1570496   .0056659   -27.72   0.000     -.168155   -.1459443
             CY8 |          0  (omitted)
             CY9 |          0  (omitted)
            CY10 |   .4131212   .0118219    34.95   0.000     .3899501    .4362923
            CY11 |   .3936215   .0116197    33.88   0.000     .3708466    .4163965
            CY12 |    .507531   .0108033    46.98   0.000     .4863563    .5287056
            CY13 |   .5862948   .0107541    54.52   0.000     .5652166     .607373
            CY14 |          0  (omitted)
            CY15 |   .3751633   .0111632    33.61   0.000     .3532832    .3970435
            CY16 |   .3764225   .0110195    34.16   0.000     .3548241    .3980209
            CY17 |    .392627   .0108588    36.16   0.000     .3713435    .4139105
            CY18 |   .3752913    .008655    43.36   0.000     .3583274    .3922552
            CY19 |          0  (omitted)
            CY20 |   .1065183   .0065529    16.26   0.000     .0936745    .1193621
            CY21 |  -.6242705   .0139238   -44.83   0.000    -.6515613   -.5969797
            CY22 |  -.0984456   .0122142    -8.06   0.000    -.1223857   -.0745055
            CY23 |          0  (omitted)
            CY24 |    .399059   .0115826    34.45   0.000     .3763569    .4217612
            CY25 |   .4177058   .0102557    40.73   0.000     .3976044    .4378073
            CY26 |   .3537267   .0100954    35.04   0.000     .3339396    .3735138
            CY27 |          0  (omitted)
            CY28 |          0  (omitted)
            CY29 |   .4232903   .0115123    36.77   0.000      .400726    .4458547
            CY30 |   .4258526   .0100427    42.40   0.000     .4061688    .4455364
            CY31 |   .4542614   .0100997    44.98   0.000     .4344658    .4740571
            CY32 |   .2220917   .0080828    27.48   0.000     .2062493    .2379341
            CY33 |  -.1994303   .0068443   -29.14   0.000    -.2128451   -.1860154
            CY34 |          0  (omitted)
            CY35 |  -1.292074   .0262795   -49.17   0.000    -1.343582   -1.240565
            CY36 |          0  (omitted)
            CY37 |   .3893929   .0115084    33.84   0.000     .3668362    .4119496
            CY38 |   .3846094   .0101382    37.94   0.000     .3647384    .4044804
            CY39 |   .4508899   .0103086    43.74   0.000     .4306849    .4710948
            CY40 |          0  (omitted)
            CY41 |          0  (omitted)
            CY42 |   .4624923   .0091687    50.44   0.000     .4445214    .4804632
            CY43 |   1.489257   .0235124    63.34   0.000     1.443173    1.535342
            CY44 |   1.233495   .0143272    86.09   0.000     1.205414    1.261577
            CY45 |          0  (omitted)
            CY46 |   .2849464   .0099028    28.77   0.000     .2655366    .3043561
            CY47 |   .0070659   .0070076     1.01   0.313     -.006669    .0208009
            CY48 |          0  (omitted)
            CY49 |    .270896   .0090598    29.90   0.000     .2531386    .2886533
            CY50 |  -.0569636     .00566   -10.06   0.000    -.0680573   -.0458699
            CY51 |          0  (omitted)
            EDU1 |  -.0021447   .0061917    -0.35   0.729    -.0142805    .0099912
            EDU2 |   .0087431   .0023541     3.71   0.000     .0041291    .0133571
            EDU3 |   .0035684   .0021645     1.65   0.099    -.0006741    .0078109
            EDU4 |          0  (omitted)
           _cons |  -.4063223   .0121357   -33.48   0.000    -.4301085   -.3825361
----------------------------------------------------------------------------------
F test of excluded instruments:
  F(  1, 44763) =  2397.70
  Prob > F      =   0.0000
Sanderson-Windmeijer multivariate F test of excluded instruments:
  F(  1, 44763) =  2397.70
  Prob > F      =   0.0000



Summary results for first-stage regressions
-------------------------------------------

                                           (Underid)            (Weak id)
Variable     | F(  1, 44763)  P-val | SW Chi-sq(  1) P-val | SW F(  1, 44763)
import_shock |    2397.70    0.0000 |     2399.95   0.0000 |     2397.70

NB: first-stage test statistics heteroskedasticity-robust

Stock-Yogo weak ID F test critical values for single endogenous regressor:
                                   10% maximal IV size             16.38
                                   15% maximal IV size              8.96
                                   20% maximal IV size              6.66
                                   25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for i.i.d. errors only.

Underidentification test
Ho: matrix of reduced form coefficients has rank=K1-1 (underidentified)
Ha: matrix has rank=K1 (identified)
Kleibergen-Paap rk LM statistic          Chi-sq(1)=1555.13  P-val=0.0000

Weak identification test
Ho: equation is weakly identified
Cragg-Donald Wald F statistic                                   25869.37
Kleibergen-Paap Wald rk F statistic                              2397.70

Stock-Yogo weak ID test critical values for K1=1 and L1=1:
                                   10% maximal IV size             16.38
                                   15% maximal IV size              8.96
                                   20% maximal IV size              6.66
                                   25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.

Weak-instrument-robust inference
Tests of joint significance of endogenous regressors B1 in main equation
Ho: B1=0 and orthogonality conditions are valid
Anderson-Rubin Wald test           F(1,44763)=   102.85     P-val=0.0000
Anderson-Rubin Wald test           Chi-sq(1)=    102.94     P-val=0.0000
Stock-Wright LM S statistic        Chi-sq(1)=    101.56     P-val=0.0000

NB: Underidentification, weak identification and weak-identification-robust
    test statistics heteroskedasticity-robust

Number of observations               N  =      44805
Number of regressors                 K  =         42
Number of endogenous regressors      K1 =          1
Number of instruments                L  =         42
Number of excluded instruments       L1 =          1

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity

                                                      Number of obs =    44805
                                                      F( 41, 44763) =   148.44
                                                      Prob > F      =   0.0000
Total (centered) SS     =  73173.29999                Centered R2   =   0.1178
Total (uncentered) SS   =  574720.3197                Uncentered R2 =   0.8877
Residual SS             =  64556.97013                Root MSE      =      1.2

------------------------------------------------------------------------------
             |               Robust
     antidem | Coefficient  std. err.      z    P>|z|     [95% conf. interval]
-------------+----------------------------------------------------------------
import_shock |   .5137346   .0518389     9.91   0.000     .4121323    .6153369
      female |   .0199906   .0122496     1.63   0.103    -.0040182    .0439995
         age |  -.0016502   .0004016    -4.11   0.000    -.0024372   -.0008631
         CY1 |          0  (omitted)
         CY2 |  -.0207339   .0534879    -0.39   0.698    -.1255682    .0841004
         CY3 |   .2907926   .0540386     5.38   0.000     .1848789    .3967064
         CY4 |          0  (omitted)
         CY5 |   .8095072   .0534445    15.15   0.000     .7047579    .9142565
         CY6 |    .644357   .0587515    10.97   0.000     .5292062    .7595077
         CY7 |   .4406909   .0519656     8.48   0.000     .3388402    .5425416
         CY8 |          0  (omitted)
         CY9 |          0  (omitted)
        CY10 |   .1940783   .0468839     4.14   0.000     .1021874    .2859691
        CY11 |   .0373485   .0539186     0.69   0.489      -.06833     .143027
        CY12 |   .0954284    .050883     1.88   0.061    -.0043005    .1951574
        CY13 |   .2864486   .0529882     5.41   0.000     .1825936    .3903036
        CY14 |          0  (omitted)
        CY15 |   .6147857   .0538799    11.41   0.000      .509183    .7203884
        CY16 |   .4924429   .0557051     8.84   0.000     .3832628     .601623
        CY17 |   .4451438    .052613     8.46   0.000     .3420241    .5482634
        CY18 |   .2550907   .0471124     5.41   0.000     .1627521    .3474292
        CY19 |          0  (omitted)
        CY20 |    .684232   .0589895    11.60   0.000     .5686146    .7998494
        CY21 |   .6134805   .0552452    11.10   0.000     .5052018    .7217591
        CY22 |   .2891388   .0621243     4.65   0.000     .1673773    .4109003
        CY23 |          0  (omitted)
        CY24 |   .6912416   .0557353    12.40   0.000     .5820025    .8004806
        CY25 |   .7093502   .0578129    12.27   0.000      .596039    .8226614
        CY26 |   .6194422   .0513895    12.05   0.000     .5187207    .7201638
        CY27 |          0  (omitted)
        CY28 |          0  (omitted)
        CY29 |   .4992195   .0701766     7.11   0.000     .3616759    .6367631
        CY30 |   .4965621   .0631837     7.86   0.000     .3727242    .6203999
        CY31 |   .6384315   .0559393    11.41   0.000     .5287924    .7480706
        CY32 |  -.2057712     .04977    -4.13   0.000    -.3033185   -.1082238
        CY33 |  -.3104092   .0477895    -6.50   0.000    -.4040748   -.2167436
        CY34 |          0  (omitted)
        CY35 |   .7817777   .0692537    11.29   0.000     .6460429    .9175125
        CY36 |          0  (omitted)
        CY37 |   .1211668   .0481288     2.52   0.012     .0268361    .2154976
        CY38 |   .0986974   .0541786     1.82   0.068    -.0074906    .2048854
        CY39 |  -.0149857   .0504472    -0.30   0.766    -.1138604     .083889
        CY40 |          0  (omitted)
        CY41 |          0  (omitted)
        CY42 |   .5327151   .0547673     9.73   0.000     .4253731     .640057
        CY43 |   .0990177   .0983319     1.01   0.314    -.0937094    .2917448
        CY44 |   .3137769   .0808126     3.88   0.000     .1553872    .4721666
        CY45 |          0  (omitted)
        CY46 |   .8566752   .0661566    12.95   0.000     .7270107    .9863397
        CY47 |   1.179612   .0583386    20.22   0.000     1.065271    1.293954
        CY48 |          0  (omitted)
        CY49 |   .1942533   .0535632     3.63   0.000     .0892715    .2992352
        CY50 |   .1032118    .052414     1.97   0.049     .0004823    .2059412
        CY51 |          0  (omitted)
        EDU1 |   .5361174   .0674525     7.95   0.000      .403913    .6683219
        EDU2 |   .6791479   .0175538    38.69   0.000     .6447431    .7135526
        EDU3 |   .3790651   .0150435    25.20   0.000     .3495804    .4085499
        EDU4 |          0  (omitted)
       _cons |   2.573756   .0453792    56.72   0.000     2.484815    2.662698
------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):           1555.125
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):              2.6e+04
                         (Kleibergen-Paap rk Wald F statistic):       2397.700
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         import_shock
Included instruments: female age CY2 CY3 CY5 CY6 CY7 CY10 CY11 CY12 CY13 CY15
                      CY16 CY17 CY18 CY20 CY21 CY22 CY24 CY25 CY26 CY29 CY30
                      CY31 CY32 CY33 CY35 CY37 CY38 CY39 CY42 CY43 CY44 CY46
                      CY47 CY49 CY50 EDU1 EDU2 EDU3
Excluded instruments: instrument_shock
Dropped collinear:    CY1 CY4 CY8 CY9 CY14 CY19 CY23 CY27 CY28 CY34 CY36 CY40
                      CY41 CY45 CY48 CY51 EDU4
------------------------------------------------------------------------------

. 
. ** Table D2, column 4. Dependent variable: Children qualities
. 
. ivreg2 child_qualities (import_shock=instrument_shock) female age CY* EDU* [pweight=S017], first savefirst      
(sum of wgt is     3.8961e+04)
Warning - collinearities detected
Vars dropped:       CY1 CY4 CY8 CY9 CY12 CY14 CY17 CY19 CY21 CY23 CY25 CY27
                    CY28 CY30 CY34 CY36 CY38 CY40 CY41 CY43 CY45 CY48 CY50 CY51
                    EDU4

Stored estimation results
-------------------------
-----------------------------------------------------------------------------------
             |           Dependent  Number of        
        Name | Command    variable     param.  Title 
-------------+---------------------------------------------------------------------
_ivreg2_im~k | ivreg2    import_shock      59  First-stage regression: import_shock
-----------------------------------------------------------------------------------

First-stage regressions
-----------------------


First-stage regression of import_shock:

Statistics robust to heteroskedasticity
Number of obs =                  38986
----------------------------------------------------------------------------------
                 |               Robust
    import_shock | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
-----------------+----------------------------------------------------------------
instrument_shock |   .0695992    .001706    40.80   0.000     .0662554     .072943
          female |  -.0020379   .0014217    -1.43   0.152    -.0048244    .0007486
             age |   .0000797   .0000453     1.76   0.079    -9.22e-06    .0001685
             CY1 |          0  (omitted)
             CY2 |   .0749349   .0069881    10.72   0.000      .061238    .0886318
             CY3 |  -.1798461    .005399   -33.31   0.000    -.1904283   -.1692638
             CY4 |          0  (omitted)
             CY5 |   .1345162   .0071505    18.81   0.000     .1205011    .1485312
             CY6 |   .5192976   .0035091   147.99   0.000     .5124196    .5261755
             CY7 |  -.1481185   .0037916   -39.06   0.000    -.1555502   -.1406868
             CY8 |          0  (omitted)
             CY9 |          0  (omitted)
            CY10 |   .2786174   .0104273    26.72   0.000     .2581797    .2990552
            CY11 |   .2618209   .0102196    25.62   0.000     .2417902    .2818515
            CY12 |          0  (omitted)
            CY13 |   .4657371   .0094539    49.26   0.000     .4472074    .4842669
            CY14 |          0  (omitted)
            CY15 |   .2501975   .0098113    25.50   0.000     .2309672    .2694278
            CY16 |    .252295   .0096541    26.13   0.000     .2333726    .2712173
            CY17 |          0  (omitted)
            CY18 |   .2822099   .0075626    37.32   0.000     .2673871    .2970327
            CY19 |          0  (omitted)
            CY20 |   .0565739   .0050758    11.15   0.000     .0466251    .0665226
            CY21 |          0  (omitted)
            CY22 |  -.0037885   .0098515    -0.38   0.701    -.0230978    .0155208
            CY23 |          0  (omitted)
            CY24 |    .268039   .0101963    26.29   0.000      .248054     .288024
            CY25 |          0  (omitted)
            CY26 |   .2412769   .0087929    27.44   0.000     .2240426    .2585112
            CY27 |          0  (omitted)
            CY28 |          0  (omitted)
            CY29 |   .2933484   .0101269    28.97   0.000     .2734994    .3131974
            CY30 |          0  (omitted)
            CY31 |   .3420005   .0088382    38.70   0.000     .3246774    .3593236
            CY32 |   .1401376   .0068813    20.36   0.000       .12665    .1536251
            CY33 |   -.184359    .004798   -38.42   0.000    -.1937632   -.1749548
            CY34 |          0  (omitted)
            CY35 |  -.9736031   .0233508   -41.69   0.000    -1.019371   -.9278349
            CY36 |          0  (omitted)
            CY37 |   .2589878   .0101196    25.59   0.000     .2391531    .2788225
            CY38 |          0  (omitted)
            CY39 |   .3358562   .0090409    37.15   0.000     .3181358    .3535765
            CY40 |          0  (omitted)
            CY41 |          0  (omitted)
            CY42 |   .3662056   .0081565    44.90   0.000     .3502187    .3821925
            CY43 |          0  (omitted)
            CY44 |   1.226812   .0153273    80.04   0.000      1.19677    1.256854
            CY45 |          0  (omitted)
            CY46 |   .1804806    .008566    21.07   0.000     .1636911    .1972701
            CY47 |  -.0187398   .0049312    -3.80   0.000    -.0284051   -.0090745
            CY48 |          0  (omitted)
            CY49 |   .1725927   .0078149    22.09   0.000     .1572753    .1879102
            CY50 |          0  (omitted)
            CY51 |          0  (omitted)
            EDU1 |  -.0067264   .0059278    -1.13   0.256     -.018345    .0048921
            EDU2 |   .0077634   .0022642     3.43   0.001     .0033254    .0122013
            EDU3 |   .0060887   .0020934     2.91   0.004     .0019856    .0101919
            EDU4 |          0  (omitted)
           _cons |  -.2729648   .0108563   -25.14   0.000    -.2942433   -.2516862
----------------------------------------------------------------------------------
F test of excluded instruments:
  F(  1, 38952) =  1664.34
  Prob > F      =   0.0000
Sanderson-Windmeijer multivariate F test of excluded instruments:
  F(  1, 38952) =  1664.34
  Prob > F      =   0.0000



Summary results for first-stage regressions
-------------------------------------------

                                           (Underid)            (Weak id)
Variable     | F(  1, 38952)  P-val | SW Chi-sq(  1) P-val | SW F(  1, 38952)
import_shock |    1664.34    0.0000 |     1665.79   0.0000 |     1664.34

NB: first-stage test statistics heteroskedasticity-robust

Stock-Yogo weak ID F test critical values for single endogenous regressor:
                                   10% maximal IV size             16.38
                                   15% maximal IV size              8.96
                                   20% maximal IV size              6.66
                                   25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for i.i.d. errors only.

Underidentification test
Ho: matrix of reduced form coefficients has rank=K1-1 (underidentified)
Ha: matrix has rank=K1 (identified)
Kleibergen-Paap rk LM statistic          Chi-sq(1)=1283.35  P-val=0.0000

Weak identification test
Ho: equation is weakly identified
Cragg-Donald Wald F statistic                                   16437.43
Kleibergen-Paap Wald rk F statistic                              1664.34

Stock-Yogo weak ID test critical values for K1=1 and L1=1:
                                   10% maximal IV size             16.38
                                   15% maximal IV size              8.96
                                   20% maximal IV size              6.66
                                   25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.

Weak-instrument-robust inference
Tests of joint significance of endogenous regressors B1 in main equation
Ho: B1=0 and orthogonality conditions are valid
Anderson-Rubin Wald test           F(1,38952)=     0.50     P-val=0.4780
Anderson-Rubin Wald test           Chi-sq(1)=      0.50     P-val=0.4778
Stock-Wright LM S statistic        Chi-sq(1)=      0.51     P-val=0.4767

NB: Underidentification, weak identification and weak-identification-robust
    test statistics heteroskedasticity-robust

Number of observations               N  =      38986
Number of regressors                 K  =         34
Number of endogenous regressors      K1 =          1
Number of instruments                L  =         34
Number of excluded instruments       L1 =          1

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity

                                                      Number of obs =    38986
                                                      F( 33, 38952) =   206.85
                                                      Prob > F      =   0.0000
Total (centered) SS     =  12239.94747                Centered R2   =   0.1562
Total (uncentered) SS   =  12247.94746                Uncentered R2 =   0.1568
Residual SS             =  10328.00068                Root MSE      =    .5147

------------------------------------------------------------------------------
             |               Robust
child_qual~s | Coefficient  std. err.      z    P>|z|     [95% conf. interval]
-------------+----------------------------------------------------------------
import_shock |  -.0247143   .0348463    -0.71   0.478    -.0930118    .0435832
      female |  -.0289279   .0056839    -5.09   0.000    -.0400682   -.0177876
         age |   .0034684   .0001793    19.35   0.000      .003117    .0038198
         CY1 |          0  (omitted)
         CY2 |  -.0614604   .0226604    -2.71   0.007     -.105874   -.0170468
         CY3 |    .011528   .0200866     0.57   0.566     -.027841    .0508971
         CY4 |          0  (omitted)
         CY5 |   .3520244   .0215464    16.34   0.000     .3097942    .3942546
         CY6 |   .4207331   .0280502    15.00   0.000     .3657558    .4757104
         CY7 |   .0359011   .0213229     1.68   0.092     -.005891    .0776931
         CY8 |          0  (omitted)
         CY9 |          0  (omitted)
        CY10 |   .0554632   .0201121     2.76   0.006     .0160443    .0948822
        CY11 |  -.1511183   .0216415    -6.98   0.000    -.1935348   -.1087017
        CY12 |          0  (omitted)
        CY13 |  -.0582165   .0207177    -2.81   0.005    -.0988224   -.0176106
        CY14 |          0  (omitted)
        CY15 |    .423915    .022396    18.93   0.000     .3800197    .4678103
        CY16 |     .37892   .0227743    16.64   0.000     .3342832    .4235568
        CY17 |          0  (omitted)
        CY18 |   .2712654    .021117    12.85   0.000     .2298768     .312654
        CY19 |          0  (omitted)
        CY20 |   .1209695   .0236025     5.13   0.000     .0747095    .1672296
        CY21 |          0  (omitted)
        CY22 |   .2437008    .025495     9.56   0.000     .1937314    .2936701
        CY23 |          0  (omitted)
        CY24 |   .3232379   .0223505    14.46   0.000     .2794318     .367044
        CY25 |          0  (omitted)
        CY26 |   .3571762   .0210988    16.93   0.000     .3158233    .3985292
        CY27 |          0  (omitted)
        CY28 |          0  (omitted)
        CY29 |   .2381289   .0246154     9.67   0.000     .1898836    .2863742
        CY30 |          0  (omitted)
        CY31 |   .2490544   .0209178    11.91   0.000     .2080561    .2900526
        CY32 |   .1519063   .0223851     6.79   0.000     .1080323    .1957804
        CY33 |   .2410951   .0216626    11.13   0.000     .1986372     .283553
        CY34 |          0  (omitted)
        CY35 |   .2616536   .0325137     8.05   0.000     .1979279    .3253793
        CY36 |          0  (omitted)
        CY37 |   .2479966   .0201361    12.32   0.000     .2085305    .2874626
        CY38 |          0  (omitted)
        CY39 |   .2903045   .0201093    14.44   0.000      .250891     .329718
        CY40 |          0  (omitted)
        CY41 |          0  (omitted)
        CY42 |    .152766   .0243244     6.28   0.000     .1050911    .2004409
        CY43 |          0  (omitted)
        CY44 |   .2633311   .0475268     5.54   0.000     .1701803     .356482
        CY45 |          0  (omitted)
        CY46 |   .3903869   .0259163    15.06   0.000     .3395919     .441182
        CY47 |   .2127481   .0245261     8.67   0.000     .1646778    .2608184
        CY48 |          0  (omitted)
        CY49 |   -.079847   .0230023    -3.47   0.001    -.1249307   -.0347632
        CY50 |          0  (omitted)
        CY51 |          0  (omitted)
        EDU1 |   .1818914    .029907     6.08   0.000     .1232747    .2405081
        EDU2 |   .2979064   .0082358    36.17   0.000     .2817645    .3140484
        EDU3 |   .1608346   .0076934    20.91   0.000     .1457559    .1759133
        EDU4 |          0  (omitted)
       _cons |  -.5141357    .019299   -26.64   0.000    -.5519611   -.4763103
------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):           1283.345
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):              1.6e+04
                         (Kleibergen-Paap rk Wald F statistic):       1664.339
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         import_shock
Included instruments: female age CY2 CY3 CY5 CY6 CY7 CY10 CY11 CY13 CY15 CY16
                      CY18 CY20 CY22 CY24 CY26 CY29 CY31 CY32 CY33 CY35 CY37
                      CY39 CY42 CY44 CY46 CY47 CY49 EDU1 EDU2 EDU3
Excluded instruments: instrument_shock
Dropped collinear:    CY1 CY4 CY8 CY9 CY12 CY14 CY17 CY19 CY21 CY23 CY25 CY27
                      CY28 CY30 CY34 CY36 CY38 CY40 CY41 CY43 CY45 CY48 CY50
                      CY51 EDU4
------------------------------------------------------------------------------

. 
. ** Table D2, column 5. Dependent variable: Abortion
. 
. ivreg2 abortion (import_shock=instrument_shock) female age CY* EDU* [pweight=S017], first savefirst     
(sum of wgt is     4.9507e+04)
Warning - collinearities detected
Vars dropped:       CY1 CY4 CY8 CY9 CY14 CY19 CY23 CY27 CY34 CY36 CY40 CY41
                    CY45 CY48 CY51 EDU4

Stored estimation results
-------------------------
-----------------------------------------------------------------------------------
             |           Dependent  Number of        
        Name | Command    variable     param.  Title 
-------------+---------------------------------------------------------------------
_ivreg2_im~k | ivreg2    import_shock      59  First-stage regression: import_shock
-----------------------------------------------------------------------------------

First-stage regressions
-----------------------


First-stage regression of import_shock:

Statistics robust to heteroskedasticity
Number of obs =                  49423
----------------------------------------------------------------------------------
                 |               Robust
    import_shock | Coefficient  std. err.      t    P>|t|     [95% conf. interval]
-----------------+----------------------------------------------------------------
instrument_shock |   .0920525   .0018204    50.57   0.000     .0884846    .0956204
          female |  -.0012368   .0015042    -0.82   0.411    -.0041849    .0017114
             age |  -.0000196   .0000458    -0.43   0.668    -.0001093    .0000701
             CY1 |          0  (omitted)
             CY2 |   .1533532   .0081568    18.80   0.000     .1373659    .1693405
             CY3 |  -.2225302   .0067215   -33.11   0.000    -.2357046   -.2093559
             CY4 |          0  (omitted)
             CY5 |   .2229533   .0080901    27.56   0.000     .2070965    .2388101
             CY6 |   .5068844   .0041354   122.57   0.000     .4987791    .5149898
             CY7 |  -.1590407   .0053307   -29.83   0.000    -.1694889   -.1485925
             CY8 |          0  (omitted)
             CY9 |          0  (omitted)
            CY10 |   .4126421   .0114174    36.14   0.000     .3902639    .4350202
            CY11 |   .3934073    .011219    35.07   0.000     .3714179    .4153968
            CY12 |   .5091125   .0104168    48.87   0.000     .4886955    .5295295
            CY13 |   .5849542   .0103801    56.35   0.000     .5646092    .6052993
            CY14 |          0  (omitted)
            CY15 |   .3756565   .0107981    34.79   0.000      .354492    .3968209
            CY16 |   .3760993   .0106384    35.35   0.000     .3552479    .3969506
            CY17 |   .3931365   .0105251    37.35   0.000     .3725072    .4137658
            CY18 |    .376591    .008446    44.59   0.000     .3600368    .3931453
            CY19 |          0  (omitted)
            CY20 |   .1065293   .0063024    16.90   0.000     .0941765    .1188821
            CY21 |  -.6191153   .0133995   -46.20   0.000    -.6453784   -.5928521
            CY22 |  -.1008697   .0118667    -8.50   0.000    -.1241286   -.0776107
            CY23 |          0  (omitted)
            CY24 |   .3989947   .0111884    35.66   0.000     .3770652    .4209241
            CY25 |   .4176208   .0099047    42.16   0.000     .3982075    .4370341
            CY26 |   .3534607   .0097387    36.29   0.000     .3343728    .3725486
            CY27 |          0  (omitted)
            CY28 |   .4407895   .0110315    39.96   0.000     .4191675    .4624114
            CY29 |   .4231208   .0111081    38.09   0.000     .4013489    .4448928
            CY30 |    .425471   .0096907    43.90   0.000      .406477    .4444649
            CY31 |   .4539358   .0097671    46.48   0.000     .4347922    .4730794
            CY32 |   .2219992   .0078104    28.42   0.000     .2066908    .2373076
            CY33 |  -.1966962   .0067156   -29.29   0.000     -.209859   -.1835335
            CY34 |          0  (omitted)
            CY35 |  -1.284055   .0251405   -51.08   0.000    -1.333331   -1.234779
            CY36 |          0  (omitted)
            CY37 |   .3892509   .0111161    35.02   0.000     .3674632    .4110386
            CY38 |   .3844712   .0097874    39.28   0.000     .3652878    .4036546
            CY39 |   .4507152   .0099609    45.25   0.000     .4311918    .4702386
            CY40 |          0  (omitted)
            CY41 |          0  (omitted)
            CY42 |   .4632999   .0088543    52.32   0.000     .4459452    .4806545
            CY43 |   1.495181   .0227658    65.68   0.000      1.45056    1.539802
            CY44 |   1.237087   .0140229    88.22   0.000     1.209602    1.264572
            CY45 |          0  (omitted)
            CY46 |    .286889   .0095847    29.93   0.000     .2681029    .3056751
            CY47 |   .0143571   .0066176     2.17   0.030     .0013865    .0273277
            CY48 |          0  (omitted)
            CY49 |   .2710635   .0087448    31.00   0.000     .2539236    .2882035
            CY50 |  -.0544756   .0054617    -9.97   0.000    -.0651807   -.0437706
            CY51 |          0  (omitted)
            EDU1 |  -.0037014    .005016    -0.74   0.461    -.0135328      .00613
            EDU2 |   .0066394   .0022902     2.90   0.004     .0021506    .0111283
            EDU3 |   .0031919   .0021473     1.49   0.137    -.0010168    .0074007
            EDU4 |          0  (omitted)
           _cons |  -.4051752   .0117389   -34.52   0.000    -.4281836   -.3821668
----------------------------------------------------------------------------------
F test of excluded instruments:
  F(  1, 49380) =  2557.17
  Prob > F      =   0.0000
Sanderson-Windmeijer multivariate F test of excluded instruments:
  F(  1, 49380) =  2557.17
  Prob > F      =   0.0000



Summary results for first-stage regressions
-------------------------------------------

                                           (Underid)            (Weak id)
Variable     | F(  1, 49380)  P-val | SW Chi-sq(  1) P-val | SW F(  1, 49380)
import_shock |    2557.17    0.0000 |     2559.40   0.0000 |     2557.17

NB: first-stage test statistics heteroskedasticity-robust

Stock-Yogo weak ID F test critical values for single endogenous regressor:
                                   10% maximal IV size             16.38
                                   15% maximal IV size              8.96
                                   20% maximal IV size              6.66
                                   25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for i.i.d. errors only.

Underidentification test
Ho: matrix of reduced form coefficients has rank=K1-1 (underidentified)
Ha: matrix has rank=K1 (identified)
Kleibergen-Paap rk LM statistic          Chi-sq(1)=1653.16  P-val=0.0000

Weak identification test
Ho: equation is weakly identified
Cragg-Donald Wald F statistic                                   28082.05
Kleibergen-Paap Wald rk F statistic                              2557.17

Stock-Yogo weak ID test critical values for K1=1 and L1=1:
                                   10% maximal IV size             16.38
                                   15% maximal IV size              8.96
                                   20% maximal IV size              6.66
                                   25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.

Weak-instrument-robust inference
Tests of joint significance of endogenous regressors B1 in main equation
Ho: B1=0 and orthogonality conditions are valid
Anderson-Rubin Wald test           F(1,49380)=    11.39     P-val=0.0007
Anderson-Rubin Wald test           Chi-sq(1)=     11.40     P-val=0.0007
Stock-Wright LM S statistic        Chi-sq(1)=     11.42     P-val=0.0007

NB: Underidentification, weak identification and weak-identification-robust
    test statistics heteroskedasticity-robust

Number of observations               N  =      49423
Number of regressors                 K  =         43
Number of endogenous regressors      K1 =          1
Number of instruments                L  =         43
Number of excluded instruments       L1 =          1

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics robust to heteroskedasticity

                                                      Number of obs =    49423
                                                      F( 42, 49380) =   239.65
                                                      Prob > F      =   0.0000
Total (centered) SS     =  459378.1622                Centered R2   =   0.1601
Total (uncentered) SS   =  2212206.882                Uncentered R2 =   0.8256
Residual SS             =  385836.6326                Root MSE      =    2.794

------------------------------------------------------------------------------
             |               Robust
    abortion | Coefficient  std. err.      z    P>|z|     [95% conf. interval]
-------------+----------------------------------------------------------------
import_shock |   .3959354   .1176051     3.37   0.001     .1654336    .6264371
      female |   .0686503   .0272602     2.52   0.012     .0152213    .1220793
         age |   .0281671   .0008476    33.23   0.000     .0265058    .0298285
         CY1 |          0  (omitted)
         CY2 |   2.827902   .1284838    22.01   0.000     2.576078    3.079725
         CY3 |   2.958154    .114157    25.91   0.000      2.73441    3.181898
         CY4 |          0  (omitted)
         CY5 |   3.431603   .1133849    30.27   0.000     3.209373    3.653834
         CY6 |   2.310179   .1279896    18.05   0.000     2.059324    2.561034
         CY7 |   2.624107   .1190888    22.03   0.000     2.390698    2.857517
         CY8 |          0  (omitted)
         CY9 |          0  (omitted)
        CY10 |   2.200454   .1098993    20.02   0.000     1.985055    2.415853
        CY11 |   2.859209   .1244943    22.97   0.000     2.615205    3.103213
        CY12 |   2.260073   .1133987    19.93   0.000     2.037816     2.48233
        CY13 |   2.933568   .1130972    25.94   0.000     2.711901    3.155234
        CY14 |          0  (omitted)
        CY15 |   3.014484   .1251495    24.09   0.000     2.769195    3.259772
        CY16 |   3.205398   .1230785    26.04   0.000     2.964169    3.446628
        CY17 |   2.575804   .1209091    21.30   0.000     2.338827    2.812782
        CY18 |   2.243898    .105423    21.28   0.000     2.037273    2.450524
        CY19 |          0  (omitted)
        CY20 |   1.942705   .1290141    15.06   0.000     1.689842    2.195568
        CY21 |   2.101557   .1247453    16.85   0.000     1.857061    2.346054
        CY22 |   1.277382   .1369566     9.33   0.000     1.008952    1.545812
        CY23 |          0  (omitted)
        CY24 |   1.814502   .1149881    15.78   0.000      1.58913    2.039875
        CY25 |   .9874076   .1315768     7.50   0.000     .7295218    1.245293
        CY26 |    1.67035   .1146773    14.57   0.000     1.445587    1.895114
        CY27 |          0  (omitted)
        CY28 |   1.960278   .1277732    15.34   0.000     1.709847    2.210709
        CY29 |   2.845422    .130242    21.85   0.000     2.590153    3.100692
        CY30 |    2.81727   .1327569    21.22   0.000     2.557071    3.077469
        CY31 |   2.535321   .1158788    21.88   0.000     2.308203     2.76244
        CY32 |    3.19912    .121854    26.25   0.000      2.96029    3.437949
        CY33 |   3.409656   .1155742    29.50   0.000     3.183134    3.636177
        CY34 |          0  (omitted)
        CY35 |   4.405325   .1258619    35.00   0.000     4.158641     4.65201
        CY36 |          0  (omitted)
        CY37 |   3.500811   .1078416    32.46   0.000     3.289446    3.712177
        CY38 |    4.09834   .1168959    35.06   0.000     3.869228    4.327451
        CY39 |   3.890213   .1136242    34.24   0.000     3.667514    4.112912
        CY40 |          0  (omitted)
        CY41 |          0  (omitted)
        CY42 |   2.145918   .1289341    16.64   0.000     1.893212    2.398624
        CY43 |   1.458729   .2237284     6.52   0.000     1.020229    1.897228
        CY44 |   1.717867   .1868142     9.20   0.000     1.351718    2.084016
        CY45 |          0  (omitted)
        CY46 |   3.526195   .1491063    23.65   0.000     3.233952    3.818438
        CY47 |   3.096568   .1314619    23.55   0.000     2.838907    3.354228
        CY48 |          0  (omitted)
        CY49 |   .4024007   .1244455     3.23   0.001      .158492    .6463095
        CY50 |  -.0633409   .1155382    -0.55   0.584    -.2897917    .1631098
        CY51 |          0  (omitted)
        EDU1 |   1.067434   .1210365     8.82   0.000     .8302072    1.304661
        EDU2 |   1.197021   .0398814    30.01   0.000     1.118855    1.275188
        EDU3 |   .5218133   .0363222    14.37   0.000     .4506231    .5930034
        EDU4 |          0  (omitted)
       _cons |   1.399592   .0991409    14.12   0.000      1.20528    1.593905
------------------------------------------------------------------------------
Underidentification test (Kleibergen-Paap rk LM statistic):           1653.165
                                                   Chi-sq(1) P-val =    0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):              2.8e+04
                         (Kleibergen-Paap rk Wald F statistic):       2557.173
Stock-Yogo weak ID test critical values: 10% maximal IV size             16.38
                                         15% maximal IV size              8.96
                                         20% maximal IV size              6.66
                                         25% maximal IV size              5.53
Source: Stock-Yogo (2005).  Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
------------------------------------------------------------------------------
Hansen J statistic (overidentification test of all instruments):         0.000
                                                 (equation exactly identified)
------------------------------------------------------------------------------
Instrumented:         import_shock
Included instruments: female age CY2 CY3 CY5 CY6 CY7 CY10 CY11 CY12 CY13 CY15
                      CY16 CY17 CY18 CY20 CY21 CY22 CY24 CY25 CY26 CY28 CY29
                      CY30 CY31 CY32 CY33 CY35 CY37 CY38 CY39 CY42 CY43 CY44
                      CY46 CY47 CY49 CY50 EDU1 EDU2 EDU3
Excluded instruments: instrument_shock
Dropped collinear:    CY1 CY4 CY8 CY9 CY14 CY19 CY23 CY27 CY34 CY36 CY40 CY41
                      CY45 CY48 CY51 EDU4
------------------------------------------------------------------------------

. 
. 
. 
. 
. *** Descriptive statistics, as in table D.3 (EVS variables)
. 
. sum strong_ldr dmcrcy_ps antidem child_qualities abortion

    Variable |        Obs        Mean    Std. dev.       Min        Max
-------------+---------------------------------------------------------
  strong_ldr |     47,075     1.82137     .927445          1          4
   dmcrcy_ps |     47,313    1.549828    .6689017          1          4
     antidem |     45,003    3.350532    1.276924          2          8
child_qual~s |     61,008    1.16e-17    .5633028  -1.029146   .8594813
    abortion |     70,791    6.161122    2.991092          1         10

. 
. 
. * close log file
. 
. log close
      name:  <unnamed>
       log:  C:\Users\agnolin\OneDrive - Università Commerciale Luigi Bocconi\CPS paper\Text-Tables\Paper\Submissions\CPS\Final_Resu
> bmission\Replication_Folder\replication_obs_evidence_evs_logfile.log
  log type:  text
 closed on:   4 Jun 2024, 16:12:01
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